Radial parts of Haar measures and probability distributions on the space of rational matrix-valued functions
Izvestiya. Mathematics , Tome 80 (2016) no. 6, pp. 1118-1130
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We consider the space $\mathcal C$ of conjugacy classes of the unitary group
$\mathrm U(n+m)$ with respect to a smaller unitary group $\mathrm U(m)$.
It is known that to every element of $\mathcal C$ we can canonically assign
a rational matrix-valued function (the Livshits characteristic function)
on the Riemann sphere. We find an explicit expression for the natural measure
on $\mathcal C$ obtained as the push-forward of the Haar measure
of $\mathrm U(n+m)$ in terms of characteristic functions.
Keywords:
inner functions, characteristic functions, Haar measure, Cayley transform, random functions.
@article{IM2_2016_80_6_a6,
author = {Yu. A. Neretin},
title = {Radial parts of {Haar} measures and probability distributions on the space of rational matrix-valued functions},
journal = {Izvestiya. Mathematics },
pages = {1118--1130},
publisher = {mathdoc},
volume = {80},
number = {6},
year = {2016},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IM2_2016_80_6_a6/}
}
TY - JOUR AU - Yu. A. Neretin TI - Radial parts of Haar measures and probability distributions on the space of rational matrix-valued functions JO - Izvestiya. Mathematics PY - 2016 SP - 1118 EP - 1130 VL - 80 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IM2_2016_80_6_a6/ LA - en ID - IM2_2016_80_6_a6 ER -
Yu. A. Neretin. Radial parts of Haar measures and probability distributions on the space of rational matrix-valued functions. Izvestiya. Mathematics , Tome 80 (2016) no. 6, pp. 1118-1130. http://geodesic.mathdoc.fr/item/IM2_2016_80_6_a6/